UBS Put 8.5 TKA 17.06.2024
/ DE000UL5SHF5
UBS Put 8.5 TKA 17.06.2024/ DE000UL5SHF5 /
| 2024-05-23 10:04:00 AM |
Chg.0.00 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
0.00% |
1.03
Bid Size: 10,000 |
1.04
Ask Size: 10,000 |
THYSSENKRUPP AG O.N. |
8.50 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL5SHF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
THYSSENKRUPP AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.50 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.80 |
| Intrinsic value: |
3.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
3.82 |
| Time value: |
-2.77 |
| Break-even: |
7.45 |
| Moneyness: |
1.82 |
| Premium: |
-0.59 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.03 |
| Spread %: |
2.94% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.98% |
| 3 Months |
|
|
+1.98% |
| YTD |
|
|
+13.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
1.03 |
| 1M High / 1M Low: |
1.03 |
1.02 |
| 6M High / 6M Low: |
1.05 |
0.76 |
| High (YTD): |
2024-02-20 |
1.05 |
| Low (YTD): |
2024-01-02 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3.38% |
| Volatility 6M: |
|
19.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
